-75.0%
FRSH vs CLBK
+43.2%
-118.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.6% | -1.5% | -5.1% | -6.2% |
| 30D | +2.1% | -1.0% | +3.1% | +2.4% |
| 3M | +29.0% | +22.9% | +6.0% | +22.0% |
| 6M | +48.6% | +44.2% | +4.4% | +34.7% |
| YTD | -2.9% | +64.0% | -66.9% | -15.0% |
| 1Y | -7.9% | +65.7% | -73.6% | -19.7% |
| 3Y | -46.5% | +54.1% | -100.6% | -53.3% |
| All | -75.0% | +43.2% | -118.1% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling